The Voronezh Regional Local History Museum covers the natural history, archaeology, and human history of the region from prehistoric times to the modern era. The Scythian collection is the highlight: finely worked gold torques, animal-motif plaques, and weapons recovered from kurgans (burial mounds) in the surrounding steppe.
There is also a good section on the city's role in World War II — Voronezh was the front line for over six months in 1942-43, and the fighting here was among the most intense on the Eastern Front outside Stalingrad. The museum is well presented by provincial Russian standards and worth two hours if you have an interest in the region's deep history.